-1.6%
RXO vs VT
+108.2%
-109.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -5.7% | +0.4% | -6.2% | -6.3% |
| 30D | -1.6% | +1.0% | -2.6% | -2.8% |
| 3M | -25.2% | +2.4% | -27.6% | -28.1% |
| 6M | +25.0% | +12.0% | +13.0% | +3.5% |
| YTD | +63.4% | +15.3% | +48.1% | +29.5% |
| 1Y | +26.3% | +22.6% | +3.7% | -8.1% |
| 3Y | +13.1% | +74.7% | -61.6% | -47.1% |
| All | -1.6% | +108.2% | -109.8% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling